Details about Atilla Cifter
Access statistics for papers by Atilla Cifter.
Last updated 2007-11-07. Update your information in the RePEc Author Service.
Short-id: pci27
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Journal Articles
Working Papers
2007
- Estimating the Effects of Interest Rates on Share Prices Using Multi-scale Causality Test in Emerging Markets: Evidence from Turkey
MPRA Paper, University Library of Munich, Germany
- Filtered Extreme Value Theory for Value-At-Risk Estimation
MPRA Paper, University Library of Munich, Germany
- Modeling Long-Term Memory Effect in Stock Prices: A Comparative Analysis with GPH Test and Daubechies Wavelets
MPRA Paper, University Library of Munich, Germany
- Monetary Transmission Mechanism in the New Economy: Evidence from Turkey (1997-2006)
MPRA Paper, University Library of Munich, Germany
- Multi-scale Causality between Energy Consumption and GNP in Emerging Markets: Evidence from Turkey
MPRA Paper, University Library of Munich, Germany
- Multiscale Systematic Risk: An Application on ISE-30
MPRA Paper, University Library of Munich, Germany
- Nonlinear Combination of Financial Forecast with Genetic Algorithm
MPRA Paper, University Library of Munich, Germany
- Portfolio Value-at-Risk with Time-Varying Copula: Evidence from the Americas
MPRA Paper, University Library of Munich, Germany
- The Effects of International F/X Markets on Domestic Currencies Using Wavelet Networks: Evidence from Emerging Markets
MPRA Paper, University Library of Munich, Germany
- The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey
MPRA Paper, University Library of Munich, Germany
2006
- The Effect of Scale on Productivity of Turkish Banks in the Post-Crises Period: An Application of Data Envelopment Analysis
MPRA Paper, University Library of Munich, Germany
Journal Articles
2007
- Estimating Portfolio Risk with Conditional Joe-Clayton Copula: An Empirical Analysis with Asian Equity Markets
The Icfai Journal of Financial Economics, 2007, V, (3), 28-41